SSI Investment Management

Ssi Investment Management as of Sept. 30, 2015

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 274 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Allergan Plc pfd conv ser a 2.9 $27M 28k 945.82
Intel Corp. Jr. Sub. Cv. Deb. conv 2.8 $26M 17M 1.51
iShares S&P 500 Index (IVV) 2.3 $21M 111k 192.72
Frontier Communications Corp pfd conv ser-a 2.0 $19M 201k 93.59
Priceline Grp Inc note 0.350% 6/1 1.9 $17M 15M 1.17
Tyson Foods Inc cnv p 1.6 $15M 292k 52.10
Illumina Inc. 0.00% June 15, 2019 ccb 1.6 $15M 13M 1.10
Gilead Sciences conv 1.5 $14M 3.2M 4.34
Priceline.com debt 1.000% 3/1 1.5 $14M 9.9M 1.41
Bank Of America Corporation preferred (BAC.PL) 1.4 $14M 13k 1077.02
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 1.4 $13M 421k 31.13
Wellpoint Inc Note cb 1.4 $13M 6.7M 1.88
Citrix Systems Inc conv 1.3 $12M 12M 1.05
Holx 2 12/15/43 1.3 $12M 9.6M 1.26
Lam Research Corp conv 1.3 $12M 9.5M 1.25
Tesla Motors Inc bond 1.2 $12M 12M 0.97
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.2 $11M 9.3k 1168.17
Macquarie Infrastructure conv 1.1 $11M 9.4M 1.14
Old Republic Intl Corp note 1.1 $10M 9.0M 1.15
Stericycle, Inc. pfd cv 1.1 $9.8M 96k 101.58
Spdr S&p 500 Etf (SPY) 1.0 $9.5M 50k 191.63
Wells Fargo & Co mtnf 0.125% 3/1 1.0 $9.1M 9.6M 0.95
Nvidia Corp note 1.000 12/0 1.0 $9.1M 6.9M 1.32
iShares Lehman Aggregate Bond (AGG) 0.9 $8.7M 79k 109.57
Vanguard Short-Term Bond ETF (BSV) 0.9 $8.4M 105k 80.40
Encore Cap Group Inc note 3.000% 7/0 0.9 $8.4M 8.5M 0.99
Wpx Energy Inc p 0.9 $8.0M 225k 35.65
First Trust Large Cap Core Alp Fnd (FEX) 0.8 $7.9M 188k 41.82
Xilinx Inc Cvt 2.625 6-15-17 convert 0.8 $7.7M 5.1M 1.49
Novellus Systems, Inc. note 2.625% 5/1 0.8 $7.4M 3.8M 1.96
Starwood Waypoint Residentl note 3.000% 7/0 0.8 $7.5M 7.9M 0.95
Pennymac Corp conv 0.8 $7.3M 8.2M 0.90
Fiat Chrysler Auto 0.8 $7.2M 61k 118.55
Cheniere Energy Inc note 4.250% 3/1 0.8 $7.1M 12M 0.62
Akamai Technologies Inc Sr Cv zero coupon bonds 0.7 $6.9M 6.6M 1.05
Seacor Holding Inc note 3.000 11/1 0.7 $6.8M 8.6M 0.79
Blucora Inc note 4.250% 4/0 0.7 $6.7M 7.0M 0.95
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.7 $6.7M 7.0M 0.96
Rpm International Inc convertible cor 0.7 $6.6M 6.0M 1.11
Micron Technology Inc conv 0.7 $6.6M 7.9M 0.84
Anthem Inc conv p 0.7 $6.6M 136k 48.16
Medicines Co dbcv 1.375% 6/0 0.7 $6.5M 4.5M 1.46
B2gold Corp conv 0.7 $6.5M 7.8M 0.83
Intel Corp sdcv 0.7 $6.4M 5.3M 1.21
Verisign Inc sdcv 3.250% 8/1 0.7 $6.4M 3.0M 2.09
Quidel Corp note 3.250%12/1 0.7 $6.3M 6.8M 0.93
D First Tr Exchange-traded (FPE) 0.7 $6.3M 334k 18.75
Acorda Therap note 1.75% 6/15 0.7 $6.1M 6.8M 0.90
Welltower Inc 6.50% pfd prepet 0.7 $6.2M 100k 61.51
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.7 $6.0M 6.1M 0.98
Keycorp New pfd 7.75% sr a 0.6 $5.9M 46k 129.93
Rwt 4 5/8 04/15/18 0.6 $5.8M 6.1M 0.95
Tesla Motors Inc bond 0.6 $5.8M 6.1M 0.94
Pra Group Inc conv 0.6 $5.7M 5.5M 1.04
Salesforce.com Inc conv 0.6 $5.6M 4.5M 1.23
On Semiconductor Corp note 2.625%12/1 0.6 $5.3M 4.8M 1.11
Cemex Sab De Cv conv bnd 0.6 $5.3M 5.1M 1.03
Ishares Tr fltg rate nt (FLOT) 0.6 $5.2M 104k 50.45
Rait Financial Trust note 4.000%10/0 0.6 $5.2M 6.2M 0.83
First Trust IPOX-100 Index Fund (FPX) 0.6 $5.1M 105k 48.69
Dominion Res Inc Va unit 04/01/2013 0.6 $5.1M 92k 55.34
Cobalt Intl Energy Inc note 3.125% 5/1 0.5 $5.1M 8.2M 0.62
T Mobile Us Inc conv pfd ser a 0.5 $5.0M 72k 69.13
1,000% Sina 01.12.2018 note 0.5 $4.9M 5.2M 0.95
Wabash National Corp 3.375 '18 conv 0.5 $4.8M 4.3M 1.14
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.5 $4.8M 6.0M 0.80
Toll Bros Finance Corp. convertible bond 0.5 $4.7M 4.6M 1.02
Uti Worldwide 0.5 $4.7M 6.5M 0.73
Canadian Solar Inc note 4.250% 2/1 0.5 $4.7M 5.6M 0.84
51job Inc note 3.250% 4/1 0.5 $4.8M 5.0M 0.95
Molina Healthcare Inc conv 0.5 $4.6M 3.6M 1.29
Wells Fargo & Co mtnf 0.125% 2/2 0.5 $4.6M 4.8M 0.97
Bgc Partners, Inc. note 4.500% 7/1 0.5 $4.5M 4.4M 1.03
Amtrust Finl Svcs Inc note 2.750%12/1 0.5 $4.5M 5.0M 0.91
Tivo Inc 2.0 10-01-21 cv 0.5 $4.5M 5.2M 0.87
Spectrum Pharmaceuticals Inc conv 0.5 $4.5M 5.0M 0.89
Interdigital Inc 2.5% conv 0.5 $4.3M 4.2M 1.04
Jarden Corp note 1.875% 9/1 0.5 $4.2M 2.7M 1.60
Ttm Technologies Inc conv 0.5 $4.3M 4.9M 0.88
Servicesource Intl 0.5 $4.3M 5.1M 0.85
Palo Alto Networks Inc note 7/0 0.5 $4.3M 2.6M 1.63
Integra Lifesciences Holdings conv bnd 0.5 $4.2M 3.5M 1.19
Psec Us conv 0.5 $4.2M 4.3M 0.98
Biomarin Pharmaceutical Inc note 1.500%10/1 0.5 $4.2M 3.1M 1.35
Lam Research Corp note 0.500% 5/1 0.4 $4.1M 3.6M 1.13
General Cable Corp Del New frnt 4.500% 11/1 0.4 $4.0M 7.0M 0.58
Seacor Holdings Inc note 2.500%12/1 0.4 $4.0M 4.1M 0.96
Illumina Inc conv 0.4 $4.0M 3.5M 1.16
Meritage Homes Corp conv 0.4 $3.9M 3.9M 1.00
Forestar Group Inc note 0.4 $3.8M 4.5M 0.85
Starwood Property Trust note 0.4 $3.9M 3.8M 1.02
Incyte Corp note 0.375%11/1 0.4 $3.8M 1.8M 2.15
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.4 $3.7M 35k 105.11
Web Com Group Inc note 1.000% 8/1 0.4 $3.8M 4.0M 0.94
Albany Molecular Resh Inc note 2.250%11/1 0.4 $3.7M 3.0M 1.23
Yy Inc note 2.25% 0.4 $3.7M 4.0M 0.93
Jazz Investments I Ltd. conv 0.4 $3.7M 3.7M 1.02
Mgic Invt Corp Wis note 5.000% 5/0 0.4 $3.7M 3.5M 1.06
Liberty Interactive Llc conv 0.4 $3.6M 2.4M 1.49
Live Nation Entertainmen conv 0.4 $3.6M 3.5M 1.04
Ares Capital Corp 5.75 16 convert 0.4 $3.5M 3.5M 1.00
Alere Inc note 3.000% 5/1 0.4 $3.4M 3.0M 1.15
Chart Industries 2% conv 0.4 $3.5M 4.0M 0.87
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $3.4M 3.6M 0.96
Sandisk Corp conv 0.4 $3.5M 3.6M 0.97
Kimberly-Clark Corporation (KMB) 0.4 $3.3M 31k 109.04
Amsburg Corp pfd 5.25% 0.4 $3.3M 23k 147.99
Navistar Intl Corp conv 0.4 $3.3M 4.6M 0.72
Iridium Communications $16.25 perp pfd cnv b 0.3 $3.3M 14k 243.56
Enernoc, Inc. conv 0.3 $3.3M 4.7M 0.70
Bottomline Tech Del Inc note 1.500%12/0 0.3 $3.2M 3.0M 1.06
J2 Global Inc note 3.250% 6/1 0.3 $3.2M 2.7M 1.19
Tcp Cap Corp note 5.250%12/1 0.3 $3.2M 3.2M 0.99
First Trust Large Cap GO Alpha Fnd (FTC) 0.3 $3.0M 66k 45.68
Stanley Black & Decker Inc unit 99/99/9999 0.3 $2.9M 22k 133.20
iShares Dow Jones US Financial (IYF) 0.3 $3.0M 35k 84.07
Vector Group Ltd note 1.75% 4/15 0.3 $3.0M 2.6M 1.12
Huron Consulting Group I 1.25% cvbond 0.3 $3.0M 2.9M 1.03
Yandex N V debt 1.125%12/1 0.3 $2.8M 3.3M 0.85
Ryland Group note 0.3 $2.7M 1.9M 1.38
Aegean Marine Petroleum Network note 4.000 11/0 0.3 $2.7M 3.2M 0.84
Huntington Bancshares Inc pfd conv ser a 0.3 $2.6M 2.0k 1334.01
Airtran Hldgs Inc note 5.250%11/0 0.3 $2.6M 986k 2.68
Nuvasive Inc. conv 0.3 $2.6M 2.0M 1.26
Spectranetics Corp mtnf 2.625% 6/0 0.3 $2.6M 3.5M 0.75
Medidata Solutions Inc conv 0.3 $2.6M 2.5M 1.05
Envestnet Inc note 1.750%12/1 0.3 $2.6M 3.0M 0.88
Mgic Investment Corp note 0.3 $2.5M 1.8M 1.43
American Tower Corp New Pfd Co p 0.3 $2.5M 25k 99.55
Broadsoft Inc. 1.5% 07/01/2018 conv 0.3 $2.4M 2.3M 1.02
Starwood Ppty note 4.0% 1/15/ 0.3 $2.4M 2.3M 1.03
Herbalife Ltd conv 0.3 $2.4M 2.8M 0.88
Fidelity National Finance conv 0.2 $2.3M 1.2M 1.96
Callaway Golf 0.2 $2.4M 2.1M 1.12
1,375% Liberty Media 15.10.2023 note 0.2 $2.3M 2.5M 0.95
Electronic Arts Inc conv 0.2 $2.2M 1.0M 2.12
Resource Capital Corporation note 8.000 1/1 0.2 $2.3M 2.4M 0.94
Yahoo Inc note 12/0 0.2 $2.2M 2.2M 0.97
iShares Dow Jones US Home Const. (ITB) 0.2 $2.1M 79k 26.10
Sandisk Corp note 1.500% 8/1 0.2 $2.0M 1.6M 1.24
Crown Castle Intl Corp New cnv pfd stk sr a 0.2 $2.0M 20k 102.13
Teva Pharm Finance Llc Cvt cv bnd 0.2 $1.9M 1.4M 1.35
Teleflex Inc note 3.875% 8/0 0.2 $1.9M 965k 2.02
Horsehead Hldg Corp note 3.800% 7/0 0.2 $1.9M 3.4M 0.57
Take-two Interactive Softwar note 1.000% 7/0 0.2 $2.0M 1.4M 1.42
Apple (AAPL) 0.2 $1.9M 17k 110.32
Fluidigm Corporation convertible cor 0.2 $1.8M 2.5M 0.71
Servicenow Inc. note 0.2 $1.7M 1.5M 1.13
Radian Group Inc note 0.2 $1.7M 1.1M 1.51
Tesla Mtrs Inc note 1.500% 6/0 0.2 $1.6M 812k 2.02
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.2 $1.6M 13k 123.42
Echo Global Logistics Inc note 2.500% 5/0 0.2 $1.6M 1.8M 0.89
Utilities SPDR (XLU) 0.2 $1.5M 34k 43.32
Microchip Technology Inc sdcv 2.125%12/1 0.1 $1.4M 791k 1.76
Nextera Energy, Inc. pfd cv 0.1 $1.4M 26k 53.75
Google 0.1 $1.3M 2.0k 637.12
JPMorgan Chase & Co. (JPM) 0.1 $1.2M 20k 60.95
Danaher Corp Del debt 0.1 $1.2M 500k 2.46
Regeneron Pharmaceuticals, In conv 0.1 $1.2M 215k 5.56
Alcoa Inc cnv p 0.1 $1.2M 37k 33.76
Proshares Invt Grade Etf etf/closed end (IGHG) 0.1 $1.2M 16k 73.38
iShares Dow Jones US Real Estate (IYR) 0.1 $1.0M 15k 70.97
Citigroup (C) 0.1 $1.0M 20k 49.59
Janus Capital conv 0.1 $1.1M 793k 1.33
Microsoft Corporation (MSFT) 0.1 $891k 20k 44.37
Market Vectors Gold Miners ETF 0.1 $960k 70k 13.72
Laboratory Corp Amer Hldgs debt 0.1 $967k 667k 1.45
Alere 0.1 $963k 3.0k 321.00
Exxon Mobil Corporation (XOM) 0.1 $803k 11k 74.41
Bank of America Corporation (BAC) 0.1 $705k 45k 15.58
Johnson & Johnson (JNJ) 0.1 $751k 8.1k 93.22
Pfizer (PFE) 0.1 $765k 24k 31.29
SPDR S&P Retail (XRT) 0.1 $763k 17k 44.44
Arcc 4 7/8 03/15/17 0.1 $786k 763k 1.03
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.1 $782k 790k 0.99
Berkshire Hathaway (BRK.B) 0.1 $604k 4.6k 130.85
General Electric Company 0.1 $661k 26k 25.19
Wells Fargo & Company (WFC) 0.1 $687k 13k 51.33
iShares S&P US Pref Stock Idx Fnd (PFF) 0.1 $695k 18k 38.55
Loews Corporation (L) 0.1 $598k 17k 36.15
Coca-Cola Company (KO) 0.1 $527k 13k 40.21
Home Depot (HD) 0.1 $532k 4.6k 115.73
At&t (T) 0.1 $537k 17k 32.47
Ramco-gershenson Pptys Tr perp pfd-d cv 0.1 $556k 10k 55.60
Facebook Inc cl a (META) 0.1 $514k 5.7k 90.25
Standard Pacific Corp cnv 0.1 $566k 488k 1.16
Biomarin Pharmaceutical Inc note 0.750%10/1 0.1 $563k 433k 1.30
Walt Disney Company (DIS) 0.1 $449k 4.4k 101.95
Chevron Corporation (CVX) 0.1 $433k 5.5k 78.66
Pepsi (PEP) 0.1 $421k 4.5k 94.37
Procter & Gamble Company (PG) 0.1 $482k 6.7k 71.92
UnitedHealth (UNH) 0.1 $498k 4.3k 115.73
Amazon (AMZN) 0.1 $476k 925.00 514.59
iShares Lehman Short Treasury Bond (SHV) 0.1 $423k 3.8k 110.16
Cien 4 12/15/20 0.1 $460k 351k 1.31
First Trust Iv Enhanced Short (FTSM) 0.1 $454k 7.6k 59.93
FedEx Corporation (FDX) 0.0 $330k 2.3k 143.35
Cisco Systems (CSCO) 0.0 $381k 14k 26.43
Intel Corporation (INTC) 0.0 $365k 12k 30.24
Verizon Communications (VZ) 0.0 $378k 8.7k 43.63
McKesson Corporation (MCK) 0.0 $366k 2.0k 186.35
Altria (MO) 0.0 $406k 7.5k 54.37
Amgen (AMGN) 0.0 $358k 2.6k 138.54
Merck & Co (MRK) 0.0 $345k 7.0k 49.46
Gilead Sciences (GILD) 0.0 $381k 3.9k 98.32
Lowe's Companies (LOW) 0.0 $365k 5.3k 69.37
Visa (V) 0.0 $349k 5.0k 69.72
Oracle Corporation (ORCL) 0.0 $418k 12k 36.05
iShares Russell 2000 Index (IWM) 0.0 $351k 3.2k 109.45
MetLife (MET) 0.0 $342k 7.3k 46.98
Celgene Corporation 0.0 $378k 3.5k 107.97
Ares Capital Corp 5.125 2016 conv 0.0 $350k 346k 1.01
Sunpower Corp dbcv 0.750% 6/0 0.0 $398k 375k 1.06
Allergan 0.0 $403k 1.5k 271.93
Comcast Corporation (CMCSA) 0.0 $275k 4.8k 56.96
MasterCard Incorporated (MA) 0.0 $309k 3.4k 89.70
Suntrust Banks Inc $1.00 Par Cmn 0.0 $315k 8.2k 38.33
Costco Wholesale Corporation (COST) 0.0 $238k 1.7k 143.63
Wal-Mart Stores (WMT) 0.0 $277k 4.3k 64.86
Abbott Laboratories (ABT) 0.0 $278k 6.9k 40.33
Union Pacific Corporation (UNP) 0.0 $318k 3.6k 88.38
International Paper Company (IP) 0.0 $281k 7.4k 37.80
Raytheon Company 0.0 $279k 2.5k 110.02
CVS Caremark Corporation (CVS) 0.0 $293k 3.0k 97.18
Kroger (KR) 0.0 $242k 6.7k 35.89
Aetna 0.0 $236k 2.1k 110.90
Capital One Financial (COF) 0.0 $257k 3.5k 72.83
Hewlett-Packard Company 0.0 $239k 9.3k 25.59
Nike (NKE) 0.0 $240k 2.0k 122.70
Occidental Petroleum Corporation (OXY) 0.0 $270k 4.1k 66.27
Schlumberger (SLB) 0.0 $271k 3.9k 69.01
EMC Corporation 0.0 $303k 13k 24.23
TJX Companies (TJX) 0.0 $258k 3.6k 70.74
EOG Resources (EOG) 0.0 $261k 3.6k 72.82
General Dynamics Corporation (GD) 0.0 $297k 2.2k 138.14
Delta Air Lines (DAL) 0.0 $306k 6.8k 45.05
Alza Corp sdcv 7/2 0.0 $323k 250k 1.29
Invesco (IVZ) 0.0 $253k 8.1k 31.27
General Motors Company (GM) 0.0 $271k 9.0k 30.02
Twenty-first Century Fox 0.0 $278k 10k 26.97
Intercontinental Exchange (ICE) 0.0 $268k 1.1k 235.71
American Airls (AAL) 0.0 $319k 8.2k 38.80
Micron Technology Inc note 1.625% 2/1 0.0 $296k 201k 1.47
Medtronic (MDT) 0.0 $280k 4.2k 67.02
Proofpoint Inc note 1.250%12/1 0.0 $324k 200k 1.62
Sunedison Inc note 2.000%10/0 0.0 $252k 332k 0.76
McDonald's Corporation (MCD) 0.0 $223k 2.3k 98.59
3M Company (MMM) 0.0 $230k 1.6k 142.06
Boeing Company (BA) 0.0 $211k 1.6k 132.54
Thermo Fisher Scientific (TMO) 0.0 $226k 1.9k 121.77
Anadarko Petroleum Corporation 0.0 $230k 3.8k 60.21
General Mills (GIS) 0.0 $200k 3.6k 55.79
Honeywell International (HON) 0.0 $214k 2.3k 94.07
United Technologies Corporation 0.0 $203k 2.3k 89.82
Xerox Corporation 0.0 $142k 15k 9.82
Biogen Idec (BIIB) 0.0 $228k 783.00 291.19
ON Semiconductor (ON) 0.0 $149k 16k 9.42
salesforce (CRM) 0.0 $229k 3.3k 69.08
Key (KEY) 0.0 $199k 16k 12.87
Consumer Staples Select Sect. SPDR (XLP) 0.0 $231k 4.9k 47.46
SPDR S&P Homebuilders (XHB) 0.0 $226k 6.6k 34.04
Swift Transportation Company 0.0 $157k 10k 15.20
Marathon Petroleum Corp (MPC) 0.0 $210k 4.5k 46.26
Hologic Inc cnv 0.0 $143k 106k 1.35
Mondelez Int (MDLZ) 0.0 $227k 5.4k 41.88
Epr Properties Pfd C 5.75% (EPR.PC) 0.0 $231k 11k 22.00
Abbvie (ABBV) 0.0 $222k 4.1k 54.36
Prospect Capital Corporati mtnf 5.375% 0.0 $170k 170k 1.00
Wright Medical Group Inc note 2 000 8/1 0.0 $182k 175k 1.04
Dbx Trackers db xtr msci eur (DBEU) 0.0 $219k 8.8k 24.86
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $51k 50k 1.02
Solarcity Corp note 2.750%11/0 0.0 $68k 75k 0.91
Illumina Inc Note 0.250% cb 0.0 $66k 32k 2.06
Ares Capital Corp conv 0.0 $103k 100k 1.03